Publications

Esmeralda Arranhado

20 Articles in international journals with referee

How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market
R. Evangelista, J. Andrade e Silva and E. Arranhado
Energy Economics, to appear (2022).

On the use of Hedonic Regression Models to Measure the Effect of Energy Efficiency on Residential Property Transaction Prices: Evidence for Portugal and Selected Data Issues
R. Evangelista, E. Arranhado and J. Andrade e Silva
Energy Economics 86, 04699 (2020).

The effect of income on the energy mix: Are democracies more sustainable?
E. Arranhado, T. N. Sequeira and M. S. Santos
Global Environmental Change 51, 10-21 (2018).

Combining micro and macro data in hedonic price indexes
E. Arranhado, J. J. Ramalho and R. Evangelista
Statistical Methods and Applications 26, 317-332 (2017).

Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to non-negative and fractional responses
E. Arranhado and J. J. Ramalho
Econometric Reviews 36, 397-420 (2017).

The use of cheques in the European Union: a cross-country analysis
V. G. Silva, E. Arranhado and C. R. Vieira
Open Economies Review 28, 581-602 (2017).

Silva, V.G., E.A. Ramalho, C.R. Vieira, "The impact of SEPA in credit transfer payments: Evidence from the euro area
V. G. Silva, E. Arranhado and C. R. Vieira
Research in International Business and Finance, to appear (2016).

A generalized goodness-of-functional form test for binary and fractional regression models
E. Arranhado, J. J. Ramalho and J. Murteira
The Manchester School 82, 488-507 (2014).

Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
E. Arranhado and J. J. Ramalho
Statistica Neerlandica, to appear (2014).

Discrete choice nonresponse
E. Arranhado and R. J. Smith
Review of Economic Studies, to appear (2013).

Heteroskedasticity testing through a comparison of Wald-type statistics
E. Arranhado, J. J. Ramalho and J. Murteira
Portuguese Economic Journal 12, 131-160 (2013).

Alternative versions of the RESET test for binary response index models: a comparative study
E. Arranhado and J. J. Ramalho
Oxford Bulletin of Economics and Statistics 74, 107-130 (2012).

A supremum-type RESET test for binary choice models
E. Arranhado, J. J. Ramalho and J. Murteira
Economics Bulletin 32, 905-912 (2012).

Ramalho, E.A., A. Caleiro, A. Dionísio, (2011), "Explaining consumer confidence in Portugal", Journal of Economic Psychology, 32, 25-32 (DOI: 10.1016/j.joep.2010.10.004)
E. Arranhado, A. Caleira and A. Dionísio
Journal of Economic Psychology, to appear (2011).

Ramalho, E.A., J.J.S. Ramalho, J.M.R. Murteira, "Alternative estimating and testing empirical strategies for fractional regression models"
E. Arranhado, J. J. Ramalho and J. Murteira
Journal of Economic Surveys, to appear (2011).

Covariate measurement error: bias correction under response-based sampling
E. Arranhado
Studies in Nonlinear Dynamics and Econometrics, to appear (2010).

Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
E. Arranhado and J. J. Ramalho
Computational Statistics and Data Analysis, to appear (2010).

Ramalho, E.A., J.J.S. Ramalho, P.D. Henriques, "Fractional regression models for second stage DEA efficiency analyses
E. Arranhado, J. J. Ramalho and P. D. Henriques
Journal of Productivity Analysis, to appear (2010).

Binary models with misclassification in the variable of interest and nonignorable nonresponse
E. Arranhado
Economics Letters 96, 70-76 (2007).

On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown
E. Arranhado and J. J. Ramalho
Applied Economics Letters, to appear (2007).